diff --git a/Projects/ProjectsSchema.json b/Projects/ProjectsSchema.json index 9e666f19b..899d54f67 100644 --- a/Projects/ProjectsSchema.json +++ b/Projects/ProjectsSchema.json @@ -659,6 +659,20 @@ "functionName": "newSuperalgosBotModulesTradingOrders", "fileName": "TradingOrders.js", "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Orders Simulations", + "propertyName": "ordersSimulations", + "functionName": "newSuperalgosBotModulesOrdersSimulations", + "fileName": "OrdersSimulations.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Orders Calculations", + "propertyName": "ordersCalculations", + "functionName": "newSuperalgosBotModulesOrdersCalculations", + "fileName": "OrdersCalculations.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" } ] }, diff --git a/TaskServer/LowFrequencyTrading/OrdersCalculations.js b/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersCalculations.js similarity index 99% rename from TaskServer/LowFrequencyTrading/OrdersCalculations.js rename to Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersCalculations.js index b97539324..778e91967 100644 --- a/TaskServer/LowFrequencyTrading/OrdersCalculations.js +++ b/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersCalculations.js @@ -1,4 +1,4 @@ -exports.newOrdersCalculations = function (processIndex) { +exports.newSuperalgosBotModulesOrdersCalculations = function (processIndex) { /* When we are live trading, we need to syncronize with the exchange. */ diff --git a/TaskServer/LowFrequencyTrading/OrdersSimulations.js b/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersSimulations.js similarity index 99% rename from TaskServer/LowFrequencyTrading/OrdersSimulations.js rename to Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersSimulations.js index 2df59b208..cc62cb553 100644 --- a/TaskServer/LowFrequencyTrading/OrdersSimulations.js +++ b/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersSimulations.js @@ -1,4 +1,4 @@ -exports.newOrdersSimulations = function (processIndex) { +exports.newSuperalgosBotModulesOrdersSimulations = function (processIndex) { /* When we are backtesting or paper trading, we need to simulate what would have happened at the exchange. */ diff --git a/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js b/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js index b03d31266..5166706dd 100644 --- a/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js +++ b/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js @@ -654,19 +654,18 @@ exports.newSuperalgosBotModulesTradingOrders = function (processIndex, tradingEn let previousBaseAssetFeesPaid = tradingEngineOrder.orderBaseAsset.feesPaid.value let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value - const ORDERS_SIMULATIONS_MODULE = require('./OrdersSimulations.js') - let ordersSimulationsModule = ORDERS_SIMULATIONS_MODULE.newOrdersSimulations(processIndex) - ordersSimulationsModule.initialize() + let ordersSimulationsModuleObject = TS.projects.superalgos.botModules.ordersSimulations.newSuperalgosBotModulesOrdersSimulations(processIndex) + ordersSimulationsModuleObject.initialize() - ordersSimulationsModule.actualSizeSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) - ordersSimulationsModule.actualRateSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) - ordersSimulationsModule.feesToBePaidSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) - ordersSimulationsModule.percentageFilledSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) - ordersSimulationsModule.feesPaidSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) - ordersSimulationsModule.sizeFilledSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) - ordersSimulationsModule.amountReceivedSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.actualSizeSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.actualRateSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.feesToBePaidSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.percentageFilledSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.feesPaidSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.sizeFilledSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.amountReceivedSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) - ordersSimulationsModule.finalize() + ordersSimulationsModuleObject.finalize() doTheAccounting( tradingEngineStage, @@ -686,19 +685,18 @@ exports.newSuperalgosBotModulesTradingOrders = function (processIndex, tradingEn let previousBaseAssetFeesPaid = tradingEngineOrder.orderBaseAsset.feesPaid.value let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value - const ORDERS_CALCULATIONS_MODULE = require('./OrdersCalculations.js') - let ordersCalculationsModule = ORDERS_CALCULATIONS_MODULE.newOrdersCalculations(processIndex) - ordersCalculationsModule.initialize() + let ordersCalculationsModuleObject = TS.projects.superalgos.botModules.ordersCalculations.newSuperalgosBotModulesOrdersCalculations(processIndex) + ordersCalculationsModuleObject.initialize() - await ordersCalculationsModule.actualSizeCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) - await ordersCalculationsModule.actualRateCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) - await ordersCalculationsModule.feesToBePaidCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) - await ordersCalculationsModule.percentageFilledCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) - await ordersCalculationsModule.feesPaidCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) - await ordersCalculationsModule.sizeFilledCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) - await ordersCalculationsModule.amountReceivedCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.actualSizeCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.actualRateCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.feesToBePaidCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.percentageFilledCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.feesPaidCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.sizeFilledCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.amountReceivedCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) - ordersCalculationsModule.finalize() + ordersCalculationsModuleObject.finalize() await doTheAccounting( tradingEngineStage,